## Hang Seng Information Ratio |
HAN |

HSI -- Hong Kong Index | ## 27,950 40.52 0.15% |

Symbol |

| = | (0.06) |

ER[a] | = | Expected return on investing in Hang Seng |

ER[b] | = | Expected return on market index or selected benchmark |

STD[a] | = | Standard Deviation of returns on Hang Seng |

## Information Ratio Comparison

The higher the information ratio, the greater the chances of the manager to make money in the future. The information ratio only looks to compute the return per unit of risk undertaken for the alpha component. This is important because alpha returns are risky, as they represent a zero sum game for the market as a whole. In fact, average alpha for the market as a whole is in practice slightly less than zero because of transaction and other costs. Therefore it is easy for a manager to take on ?alpha risk? and lose money that will bite into the beta returns.

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## Thematic Opportunities

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## Hang Seng Technical Signals

### All Hang Seng Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | 0.0366 | ||

Mean Deviation | 0.7983 | ||

Semi Deviation | 1.0 | ||

Downside Deviation | 1.13 | ||

Coefficient Of Variation | 1526.23 | ||

Standard Deviation | 1.03 | ||

Variance | 1.06 | ||

Information Ratio | (0.06) | ||

Total Risk Alpha | (0.20) | ||

Sortino Ratio | (0.05) | ||

Maximum Drawdown | 4.5 | ||

Value At Risk | (1.82) | ||

Potential Upside | 1.55 | ||

Downside Variance | 1.27 | ||

Semi Variance | 1.0 | ||

Expected Short fall | (0.82) | ||

Skewness | (0.34) | ||

Kurtosis | 0.1785 |